Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.551 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47386.28 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45988.26 Kr¶

PnL: ---------------------------------------> -900.31 Kr¶

DD now: ---------------------------------> -2.557 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:40:41.601294'

Anic Portfolio¶

Today¶

Return: -0.297 %¶

This Week¶

Return: -0.297 %¶

Total¶

Return: 55.13 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.120000 2751.000000 115.000000 4.360000 2636.000010
FM Mattsson Mora Group B 50 -3.660000 3025.000000 98.000000 3.350000 2927.000000
HMS Networks 2 -1.540000 768.000000 95.000000 14.120000 673.000000
Nordea Bank Abp 29 0.170000 3520.600000 66.600000 1.930000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -3.700000 393.300000 38.300000 10.790000 355.000000
Resurs Holding 22 -0.970000 604.120000 30.120000 5.250000 573.999998
AcadeMedia 12 1.040000 585.360000 28.360000 5.090000 557.000004
SAAB B 8 -0.470000 3404.000000 27.000000 0.800000 3377.000000
Swedbank A 3 -0.510000 586.350000 22.350000 3.960000 564.000000
OEM International B 7 0.380000 549.500000 21.500000 4.070000 527.999997
Intrum 4 -0.950000 542.800000 15.800000 3.000000 527.000000
Corem Property Group B 59 -3.560000 591.770000 14.770000 2.560000 576.999999
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 -0.650000 584.160000 14.160000 2.480000 570.000000
Eastnine 4 -0.790000 501.600000 10.600000 2.160000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -2.330000 251.040000 5.040000 2.050000 246.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Coor Service Management Hold. 8 -1.330000 533.600000 1.600000 0.300000 532.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -0.600000 537.000000 -9.000000 -1.650000 546.000000
Midsona B 63 0.780000 572.040000 -10.960000 -1.880000 582.999984
Boozt 12 -1.800000 1640.400000 -13.600000 -0.820000 1653.999996
CTEK 13 -0.540000 506.870000 -27.130000 -5.080000 533.999999
International Petroleum Corp. 5 -1.920000 563.000000 -31.570000 -5.310000 594.565215
Essity B 2 1.010000 539.800000 -34.200000 -5.960000 574.000000
Vivesto 1368 1.230000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 0.740000 1082.000000 -67.000000 -5.830000 1149.000000
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 2.990000 2865.200000 -105.800000 -3.560000 2971.000006
Fasadgruppen Group 35 -0.380000 3675.000000 -136.000000 -3.570000 3810.999990
OX2 18 0.000000 1445.400000 -218.600000 -13.140000 1663.999992
Axfood 13 1.420000 3516.500000 -239.500000 -6.380000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 45988.260000 -900.310000 -2.5573% 46888.564618

Updated:¶

'2023-01-30 09:40:54.538403'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶